The present invention relates to opto-electronic systems which operate in accordance with both optical and electronic processes, and particularly to a system for generating random numbers opto-electronically.
The invention is especially suitable for use in providing computing systems which are based on random processes, for example as can be expressed by Monte Carlo algorithms such as may be used to calculate definite integrals and to perform matrix inversion and to solve other multi-dimensional problems.
Various sources of random numbers have been suggested for use in computing systems which are based on random processes. Some of these sources involve the use of computers to generate a sequence of numbers. These numbers are produced by a deterministic algorithm which may have the statistical properties of a random sequence, but is of limited length so that the sequence or some part of it will repeat after the length limit is exceeded. Such sequences are known as pseudorandom. There are physical random number generators which provide true random sequences. These are based on shot noise fluctuations in electronic circuits or gas discharges; some are based upon atomic particle emissions. Reference may be made to D. I. Gloenko, "Physical Generation of Uniformly Distributed Random Variables in the Monte Carlo Method," Y. A. Shreider, ed. (Pergamon, Oxford, 1966), 257-305.
Such random number generators provide numbers that do not follow a specified distribution. A transformation is then required to obtain deviates that follow the specified distribution. Such transformations can reduce drastically the rate at which the random numbers are generated.